It really depends on what caused it to light up. In worst cases driving with “Check engine” light may cause more damage to the vehicle. A car may even stall while driving. It is certainly recommend that you visit European Autohaus as soon as possible if your check engine light came on.
If your battery becomes too weak, some newer vehicles, when sensing this can possible shut the vehicle down in the middle of traffic! Even though it seemed to have started fine not too long ago! If you see your dash starting to light up erratically and it feels like your vehicle is losing power when you step on the pedal, do your best to safely pull over and stop in a safe place as soon as you can. Another thing to remember is if you exit the vehicle BE SURE TO TAKE YOUR KEY (NOT THE ELECTRONIC ONE)!
ALWAYS CARRY A ROADSIDE EMERGENCY KIT WITH YOU.
If you unfortunately end up on the side of the road at night, a proper kit with flares and a bright flash light will come in handy in case your hazard lights go out.